+5,397.9%
ANET vs UPRO
+1,542.5%
+3,855.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.2% |
| 7D | -1.3% | -6.0% | +4.7% | +1.5% |
| 30D | -4.5% | -5.8% | +1.3% | -1.9% |
| 3M | +24.5% | +10.8% | +13.7% | +19.1% |
| 6M | +35.4% | +31.6% | +3.8% | +19.5% |
| YTD | +44.2% | +25.4% | +18.8% | +30.1% |
| 1Y | +25.4% | +39.2% | -13.9% | +7.8% |
| 3Y | +284.8% | +218.5% | +66.3% | +130.1% |
| 5Y | +761.7% | +137.1% | +624.6% | +442.5% |
| 10Y | +3,691.2% | +1,208.2% | +2,483.0% | +874.6% |
| All | +5,397.9% | +1,542.5% | +3,855.4% | +1,100.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UPRO.
Daily Out/Under-Performance
Portfolio return minus UPRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPRO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded UPRO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling